Brief Summary: This clinical trial is to clarify whether treatment with a checkpoint inhibitor alone (pembrolizumab) or two in combination (ipilimumab and nivolumab), results in clinical benefit for MM patients with brain metastases and in need of steroid treatment. Patients will be treated in four arms depending on steroid dose level at inclusion (\> 10 \< 25 mg prednisolone or \> 25 mg prednisolone) and treatment (pembrolizumab alone or the combination of ipilimumab and nivolumab).

Detailed Description: Cancer immunotherapy with checkpoint inhibitors (CPI) has demonstrated significant response rates, with clinical responses of exceptional duration observed in pivotal clinical trials for multiple types of solid tumors. Results from clinical trials demonstrate a considerable survival benefit of CPI over standard treatments, leading to registration of CPI for lung-, head and neck-, bladder-, renal cancer, lymphomas and metastatic melanoma (MM). To date, CPI appear to hold the key for longterm survival - at least for patients treated in clinical trials. Patients enrolled in pivotal clinical trials for immunotherapy of MM are highly selected and does not include patients with brain metastases. Small phase II studies lend support to CPI to yield responses in melanoma that has metastasized to the brain. However, a large proportion of patients that develop brain metastasis will require continued systemic treatment with steroids to alleviate symptoms from the central nervous system (CNS). This group of patients are not offered treatment with CPI, as it is generally assumed that steroid treatment hamper their clinical efficacy. Thus, this group of patients face a large unmet need. Due to the immune inhibiting effects, steroids are used to manage immune-related adverse events (irAEs) induced by CPI treatment. However, patients receiving steroids in this context are still able to achieve and maintain clinical benefit even after stopping treatment. It is not known whether steroid treatment at the time of initiation of CPI treatment diminishes the treatment effect, as patients in need of steroid treatment are generally excluded from clinical trials.